In this file, the names of the sections follow the ones in the pdf report

2) Preliminary Checks

2.1) Checks on Market Data

Checks on Estimate Data

3) Feature Engineering

3.1) Technical Indicators

3.2) Sentiment Scores

4) Creating the Target Variable

4.3) Smoothing

4.1) First Approach: Linear Regression with Significance Test

4.2) Second Approach: Modified Kendall’s Tau

4.4) Using a Lagged Modified Kendall's Tau as a Predictor

4.5) Comments on the Target Variable

5) Variable and Model Selection

5.1) Correlation Between Predictors

5.2) Mixed-Effects Models for Significance Tests

5.3) Visual Exploration of Features by Position

5.4) Likelihood Ratio Tests with Multinomial Logistic Regression

5.5) Variable Ranking with Iterative LASSO (again with Multinomial Logistic Regression)

5.6) Optimal Number of Predictors in Multinomial Logistic Regression

5.7) Similar Analysis with Random Forest

6) Creating the End-Of-Day Positions

7) Backtesting a Trading Strategy

8) Constructing a Dynamic Portfolio

8.2) Identifying Groups of Correlated Stocks

8.3) Comments on the Stock Clusters

8.4) Backtest of the Dynamic Strategy